Grundlehren der mathematischen Wissenschaften

Stochastic Analysis

Authors: Malliavin, Paul

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Softcover 77,99 €
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About this book

This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; principle of transfer from ordinary differential equations to stochastic differential equations; Malliavin calculus and elliptic estimates; stochastic Analysis in infinite dimension.

Table of contents (11 chapters)

Table of contents (11 chapters)

Buy this book

eBook 74,96 €
price for Spain (gross)
  • ISBN 978-3-642-15074-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 93,59 €
price for Spain (gross)
  • ISBN 978-3-540-57024-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 77,99 €
price for Spain (gross)
  • Due: April 30, 1998
  • ISBN 978-3-642-15073-9
  • Free shipping for individuals worldwide
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Analysis
Authors
Series Title
Grundlehren der mathematischen Wissenschaften
Series Volume
313
Copyright
1997
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-15074-6
DOI
10.1007/978-3-642-15074-6
Hardcover ISBN
978-3-540-57024-0
Softcover ISBN
978-3-642-15073-9
Series ISSN
0072-7830
Edition Number
1
Number of Pages
XII, 347
Topics